See what your fund actually adds
PGIM S&P 500 Buffer 12 ETF - June JUNP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JUNP | Replication |
|---|---|---|
| Annualized growth | 11.8% | 12.7% |
| Annualized volatility | 8.6% | 10.2% |
| Sharpe ratio | 1.34 | 1.23 |
| Maximum drawdown | 10.0% | 12.0% |
| Replication fit (R²) | 0.77 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model JUNP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 35.4% |
| VUG | Style · Growth | 30.3% |
| PFF | FI · Preferred | 20.4% |
| SPHQ | Factor · Quality | 13.9% |